Bistable behaviour of a jump-diffusion driven by a periodic stable-like additive process

DOI10.3934/DCDSB.2016092zbMATH Open1353.60074OpenAlexW2539924757MaRDI QIDQ727478FDOQ727478

Authors: Isabelle Kuhwald, Ilya Pavlyukevich 

Publication date: 7 December 2016

Published in: Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/dcdsb.2016092

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zbMATH Keywords

Markov chainheavy tailsmetastabilityperiodicitytime scalesjump-diffusionsindependent incrementsstability index

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stable stochastic processes (60G52)

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Cited In (1)

• Stochastic resonance with multiplicative heavy-tailed Lévy noise: optimal tuning on an algebraic time scale

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